Barry C. Arnold and Enrique Castillo and Jose Maria SarabiaHelge Toutenburg and A. Fieger and Burkhard SchaffrinPawel R. Pordzik and Gotz TrenklerAhmad Parsian and S.N.U.A. KirmaniSubir GhoshIbrahim A. AhmadJeffrey S. RacineR. S. Singh and Xuewen LuMezbahur Rahman and Aman UllahAnil K. Bera and Aurobindo GhoshR. W. FarebrotherMaxwell L. King and Kim-Leng GohJan R. MagnusDavid E. A. GilesAkio Namba and Kazuhiiro OhtaniShalabhRon C. Mittelhammer and George G. JudgeJudith A. GilesJohn W. Galbraith and Victoria Zinde-WalshAnoop Chaturvedi and Alan T. K. Wan and Guohua ZouXavier Chee Hoong Yew and Michael McAleer and Shiqing LingKoichi Maekawa and Hiroyuki HisamatsuGordon Fisher and Marcel-Christian VoiaJohn L. Knight and Stephen E. SatchellMurray D. SmithH. D. VinodWilliam E. Griffiths and Christopher L. Skeels and Duangkamon ChotikapanichAman Ullah and Kusum MundraA. L. Nagar and Sudip Ranjan BasuSamita SareenBaldev Raj

Preface	p. iii
Contributors	p. ix
Selected Publications of V.K. Srivastava	p. xix
Part 1 Statistical Inference and Sample Design
1. Bayesian Inference Using Conditionally Specified Priors	p. 1
2. Approximate Confidence Regions for Minimax-Linear Estimators	p. 27
3. On Efficiently Estimable Parametric Functionals in the General Linear Model with Nuisance Parameters	p. 45
4. Estimation under LINEX Loss Function	p. 53
5. Design of Sample Surveys across Time	p. 77
Part 2 Nonparametric Estimation and Testing
6. Kernel Estimation in a Continuous Randomized Response Model	p. 97
7. Index-Free, Density-Based Multinomial Choice	p. 115
8. Censored Additive Regression Models	p. 143
9. Improved Combined Parametric and Nonparametric Regressions: Estimation and Hypothesis Testing	p. 159
Part 3 Hypothesis Testing
10. Neyman's Smooth Test and Its Applications in Econometrics	p. 177
11. Computing the Distribution of a Quadratic Form in Normal Variables	p. 231
12. Improvements to the Wald Test	p. 251
13. On the Sensitivity of the t-Statistic	p. 277
Part 4 Pretest and Biased Estimation
14. Preliminary-Test and Bayes Estimation of a Location Parameter under "Reflected Normal" Loss	p. 287
15. MSE Performance of the Double k-Class Estimator of Each Individual Regression Coefficient under Multivariate t-Errors	p. 305
16. Effects of a Trended Regressor on the Efficiency Properties of the Least-Squares and Stein-Rule Estimation of Regression Coefficients	p. 327
17. Endogeneity and Biased Estimation under Squared Error Loss	p. 347
Part 5 Time Series Analysis
18. Testing for Two-Step Granger Noncausality in Trivariate VAR Models	p. 371
19. Measurement of the Quality of Autoregressive Approximation, with Econometric Applications	p. 401
20. Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances	p. 423
21. Determining an Optimal Window Size for Modeling Volatility	p. 443
22. SUR Models with Integrated Regressors	p. 469
Part 6 Estimation and Inference in Econometric Models
23. Estimation Systems of Stochastic Coefficients Regressions When Some of the Observations Are Missing	p. 491
24. Efficiency Considerations in the Negative Exponential Failure Time Model	p. 513
25. On Specifying Double-Hurdle Models	p. 535
26. Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference	p. 553
27. Sample Size Requirements for Estimation in SUR Models	p. 575
Part 7 Applied Econometrics
28. Semiparametric Panel Data Estimation: An Application to Immigrants' Homelink Effect on U.S. Producer Trade Flows	p. 591
29. Weighting Socioeconomic Indicators of Human Development: A Latent Variable Approach	p. 609
30. A Survey of Recent Work on Identification, Estimation, and Testing of Structural Auction Models	p. 643
31. Asymmetry of Business Cycles: The Markov-Switching Approach	p. 687
Index	p. 711